Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215937.3375 | 702365.1004 | -486427.7629 | -100445.6728 | 34266345.0848 | -34366790.7576 |
Total P&L (%) | 215.9373 | 702.3651 | -486.4278 | -100.4457 | 34266.3451 | -34366.7908 |
Avg Daily Profit (%) | 0.1037 | 0.3372 | -0.2335 | 0 | 0.2808 | 0 |
Buy And Hold Return (%) | 13291.3899 | 13291.3899 | 13291.3899 | 13291.3899 | 13291.3899 | 13291.3899 |
Max Trade Drawdown | -815299 | -346275 | -598092 | -37831785 | -3740206 | -42260138 |
Profit Factor | 1.067 | 1.4782 | 0.7225 | 0.9989 | 2.2177 | 0.4722 |
Total Trades | 1489 | 745 | 744 | 1489 | 745 | 744 |
Winning Trades | 771 | 378 | 393 | 774 | 409 | 365 |
Losing Trades | 718 | 367 | 351 | 715 | 336 | 379 |
Profitability (%) | 51.7797 | 50.7383 | 52.8226 | 51.9812 | 54.8993 | 49.0591 |
Ratio Avg Win / Avg Loss | 0.9937 | 1.4351 | 0.6453 | 0.9228 | 1.8219 | 0.4903 |
Largest Winning Trade | 440068 | 440068 | 37214 | 11591277 | 11591277 | 2095892 |
Largest Losing Trade | -116849 | -28741 | -116849 | -33485415 | -2525420 | -33485415 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 15 | 16 | 14 | 17 | 19 | 15 |
Avg Bars in Losers | 18 | 20 | 15 | 15 | 16 | 14 |
Bars Traded | 24891 | 13655 | 11236 | 24891 | 13655 | 11236 |
Profit Streak | 6.0851 | 6.5851 | 0 | 0 | 0 | 7.8351 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -360502 | -150996 | -576803 | -573137 | 508600 | -576859 |
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 1.11588 } }, "second_band": { "type": "vwma", "factors": { "length": 30, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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